Applications on threshold autoregression model (TAR model)：Bond segregation policy affects mutual fund
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 101 === This study aims to examine the impacts of United Securities Investment Trust event on Taiwan mutual fund industry by applying non-linear threshold auto regression by Caner and Hansen (2001). Additionally, we examine the relationship between size and manager far...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/56079112188330985883 |